+44.5%
VTRS vs S
-57.8%
+102.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | -0.1% | -5.8% | +5.7% | +0.3% |
| 30D | +1.9% | -9.2% | +11.1% | +2.4% |
| 3M | +5.1% | +23.4% | -18.3% | +3.0% |
| 6M | +20.1% | +36.9% | -16.9% | +16.4% |
| YTD | +36.6% | +29.5% | +7.0% | +32.8% |
| 1Y | +64.1% | +5.4% | +58.7% | +61.8% |
| 3Y | +86.4% | +14.7% | +71.7% | +80.1% |
| 5Y | +40.9% | -71.5% | +112.4% | +36.9% |
| All | +44.5% | -57.8% | +102.3% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling